-27.7%
RKT vs ALHC
-61.8%
+34.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | +10.3% | +3.9% | +6.5% | +9.6% |
| 30D | +32.3% | -3.6% | +36.0% | +32.5% |
| 3M | +10.7% | -49.4% | +60.1% | +22.8% |
| 6M | -3.2% | -59.5% | +56.3% | +9.7% |
| YTD | -21.5% | -63.2% | +41.7% | -10.4% |
| 1Y | -6.0% | -55.5% | +49.5% | +3.5% |
| 3Y | +104.2% | +23.0% | +81.2% | +64.7% |
| 5Y | +2.5% | -65.7% | +68.2% | -3.2% |
| All | -27.7% | -61.8% | +34.1% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling